HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1690 CE | ||||||||||
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Delta: 0.94
Vega: 0.30
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 54.2 | 1.10 | 14.86 | 104 | 3 | 486 | |||
| 20 Nov | 1742.25 | 53.1 | 0.00 | 16.65 | 1,075 | -120 | 490 | |||
| 19 Nov | 1742.25 | 53.1 | 22.25 | 16.65 | 1,075 | -113 | 490 | |||
| 18 Nov | 1705.10 | 30.85 | 4.25 | 15.16 | 2,798 | -80 | 591 | |||
| 14 Nov | 1692.75 | 26.6 | -2.50 | 16.59 | 8,765 | -65 | 667 | |||
| 13 Nov | 1681.35 | 29.1 | -20.85 | 19.47 | 3,484 | 489 | 714 | |||
| 12 Nov | 1718.20 | 49.95 | -35.25 | 19.77 | 243 | 21 | 231 | |||
| 11 Nov | 1766.30 | 85.2 | 6.75 | 17.80 | 34 | 4 | 209 | |||
| 8 Nov | 1754.45 | 78.45 | 3.95 | 19.09 | 24 | 3 | 204 | |||
| 7 Nov | 1746.55 | 74.5 | -8.85 | 20.73 | 18 | -5 | 201 | |||
| 6 Nov | 1755.25 | 83.35 | 1.45 | 18.88 | 7 | 1 | 205 | |||
| 5 Nov | 1757.85 | 81.9 | 23.55 | 18.69 | 461 | 89 | 205 | |||
| 4 Nov | 1714.10 | 58.35 | -14.75 | 21.10 | 68 | 22 | 116 | |||
| 1 Nov | 1737.30 | 73.1 | -4.35 | 19.41 | 43 | 10 | 94 | |||
| 31 Oct | 1735.70 | 77.45 | 3.35 | - | 69 | 14 | 86 | |||
| 30 Oct | 1734.60 | 74.1 | -12.90 | - | 29 | 23 | 72 | |||
| 29 Oct | 1751.85 | 87 | 13.90 | - | 28 | 4 | 48 | |||
| 28 Oct | 1734.20 | 73.1 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 1743.40 | 73.1 | -20.45 | - | 1 | 0 | 43 | |||
| 24 Oct | 1749.65 | 93.55 | 13.55 | - | 3 | -1 | 44 | |||
| 23 Oct | 1735.80 | 80 | 10.55 | - | 7 | 0 | 50 | |||
| 22 Oct | 1714.55 | 69.45 | -6.05 | - | 5 | -3 | 49 | |||
| 21 Oct | 1728.70 | 75.5 | 26.70 | - | 80 | -11 | 53 | |||
| 18 Oct | 1681.85 | 48.8 | 8.85 | - | 105 | 53 | 64 | |||
| 17 Oct | 1673.15 | 39.95 | -14.20 | - | 5 | 0 | 9 | |||
| 16 Oct | 1699.80 | 54.15 | 8.90 | - | 6 | -2 | 8 | |||
| 15 Oct | 1684.10 | 45.25 | -4.70 | - | 15 | 6 | 11 | |||
| 14 Oct | 1688.10 | 49.95 | 17.05 | - | 7 | 4 | 5 | |||
| 11 Oct | 1651.00 | 32.9 | -9.50 | - | 2 | 0 | 3 | |||
| 10 Oct | 1662.40 | 42.4 | 9.90 | - | 3 | 0 | 2 | |||
| 9 Oct | 1633.15 | 32.5 | -4.85 | - | 3 | -1 | 1 | |||
| 8 Oct | 1651.05 | 37.35 | 5.25 | - | 1 | 0 | 2 | |||
| 7 Oct | 1617.80 | 32.1 | -111.65 | - | 2 | 0 | 0 | |||
| 4 Oct | 1657.65 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 1726.20 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 143.75 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1690 expiring on 28NOV2024
Delta for 1690 CE is 0.94
Historical price for 1690 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 54.2, which was 1.10 higher than the previous day. The implied volatity was 14.86, the open interest changed by 3 which increased total open position to 486
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 53.1, which was 0.00 lower than the previous day. The implied volatity was 16.65, the open interest changed by -120 which decreased total open position to 490
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 53.1, which was 22.25 higher than the previous day. The implied volatity was 16.65, the open interest changed by -113 which decreased total open position to 490
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 30.85, which was 4.25 higher than the previous day. The implied volatity was 15.16, the open interest changed by -80 which decreased total open position to 591
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 26.6, which was -2.50 lower than the previous day. The implied volatity was 16.59, the open interest changed by -65 which decreased total open position to 667
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 29.1, which was -20.85 lower than the previous day. The implied volatity was 19.47, the open interest changed by 489 which increased total open position to 714
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 49.95, which was -35.25 lower than the previous day. The implied volatity was 19.77, the open interest changed by 21 which increased total open position to 231
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 85.2, which was 6.75 higher than the previous day. The implied volatity was 17.80, the open interest changed by 4 which increased total open position to 209
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 78.45, which was 3.95 higher than the previous day. The implied volatity was 19.09, the open interest changed by 3 which increased total open position to 204
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 74.5, which was -8.85 lower than the previous day. The implied volatity was 20.73, the open interest changed by -5 which decreased total open position to 201
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 83.35, which was 1.45 higher than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 205
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 81.9, which was 23.55 higher than the previous day. The implied volatity was 18.69, the open interest changed by 89 which increased total open position to 205
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 58.35, which was -14.75 lower than the previous day. The implied volatity was 21.10, the open interest changed by 22 which increased total open position to 116
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 73.1, which was -4.35 lower than the previous day. The implied volatity was 19.41, the open interest changed by 10 which increased total open position to 94
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 77.45, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 74.1, which was -12.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 87, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 73.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 73.1, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 93.55, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 80, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 69.45, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 75.5, which was 26.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 48.8, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 39.95, which was -14.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 54.15, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 45.25, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 49.95, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 32.9, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 42.4, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 32.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 37.35, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 32.1, which was -111.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 143.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 143.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 143.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept HDFCBANK was trading at 1732.05. The strike last trading price was 143.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept HDFCBANK was trading at 1752.65. The strike last trading price was 143.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1690 PE | |||||||
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Delta: -0.18
Vega: 0.63
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 5.75 | -1.65 | 24.62 | 2,251 | 109 | 989 |
| 20 Nov | 1742.25 | 7.4 | 0.00 | 23.17 | 4,194 | 50 | 953 |
| 19 Nov | 1742.25 | 7.4 | -6.25 | 23.17 | 4,194 | 123 | 953 |
| 18 Nov | 1705.10 | 13.65 | -7.55 | 20.83 | 3,464 | 82 | 839 |
| 14 Nov | 1692.75 | 21.2 | -2.75 | 19.25 | 7,667 | -199 | 761 |
| 13 Nov | 1681.35 | 23.95 | 9.10 | 19.34 | 6,612 | 310 | 996 |
| 12 Nov | 1718.20 | 14.85 | 9.10 | 20.80 | 2,967 | 222 | 690 |
| 11 Nov | 1766.30 | 5.75 | -2.00 | 20.78 | 903 | 75 | 468 |
| 8 Nov | 1754.45 | 7.75 | -2.45 | 19.50 | 818 | 42 | 396 |
| 7 Nov | 1746.55 | 10.2 | 0.90 | 19.83 | 744 | -119 | 365 |
| 6 Nov | 1755.25 | 9.3 | -3.00 | 20.77 | 691 | 57 | 483 |
| 5 Nov | 1757.85 | 12.3 | -9.90 | 22.43 | 3,054 | 179 | 426 |
| 4 Nov | 1714.10 | 22.2 | 2.60 | 21.90 | 726 | 42 | 247 |
| 1 Nov | 1737.30 | 19.6 | 1.85 | 23.24 | 39 | 12 | 206 |
| 31 Oct | 1735.70 | 17.75 | 0.25 | - | 437 | 59 | 194 |
| 30 Oct | 1734.60 | 17.5 | 1.65 | - | 215 | 24 | 135 |
| 29 Oct | 1751.85 | 15.85 | -2.70 | - | 130 | 33 | 109 |
| 28 Oct | 1734.20 | 18.55 | -0.35 | - | 40 | 17 | 76 |
| 25 Oct | 1743.40 | 18.9 | 3.00 | - | 69 | 19 | 59 |
| 24 Oct | 1749.65 | 15.9 | -1.50 | - | 96 | -15 | 41 |
| 23 Oct | 1735.80 | 17.4 | -5.15 | - | 19 | -3 | 55 |
| 22 Oct | 1714.55 | 22.55 | 3.00 | - | 56 | -4 | 58 |
| 21 Oct | 1728.70 | 19.55 | -16.75 | - | 139 | 26 | 62 |
| 18 Oct | 1681.85 | 36.3 | -8.70 | - | 36 | 20 | 34 |
| 17 Oct | 1673.15 | 45 | 15.85 | - | 1 | 0 | 15 |
| 16 Oct | 1699.80 | 29.15 | -7.85 | - | 16 | 8 | 16 |
| 15 Oct | 1684.10 | 37 | -1.10 | - | 3 | 2 | 7 |
| 14 Oct | 1688.10 | 38.1 | 1.10 | - | 3 | 0 | 4 |
| 11 Oct | 1651.00 | 37 | 0.00 | - | 0 | 0 | 4 |
| 10 Oct | 1662.40 | 37 | 0.00 | - | 0 | 0 | 4 |
| 9 Oct | 1633.15 | 37 | 0.00 | - | 0 | 0 | 4 |
| 8 Oct | 1651.05 | 37 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 37 | 0.00 | - | 0 | 4 | 0 |
| 4 Oct | 1657.65 | 37 | -0.10 | - | 4 | 1 | 1 |
| 3 Oct | 1682.00 | 37.1 | 7.95 | - | 6 | 2 | 2 |
| 1 Oct | 1726.20 | 29.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 29.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 29.15 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1690 expiring on 28NOV2024
Delta for 1690 PE is -0.18
Historical price for 1690 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 5.75, which was -1.65 lower than the previous day. The implied volatity was 24.62, the open interest changed by 109 which increased total open position to 989
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 23.17, the open interest changed by 50 which increased total open position to 953
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 7.4, which was -6.25 lower than the previous day. The implied volatity was 23.17, the open interest changed by 123 which increased total open position to 953
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 13.65, which was -7.55 lower than the previous day. The implied volatity was 20.83, the open interest changed by 82 which increased total open position to 839
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 21.2, which was -2.75 lower than the previous day. The implied volatity was 19.25, the open interest changed by -199 which decreased total open position to 761
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 23.95, which was 9.10 higher than the previous day. The implied volatity was 19.34, the open interest changed by 310 which increased total open position to 996
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 14.85, which was 9.10 higher than the previous day. The implied volatity was 20.80, the open interest changed by 222 which increased total open position to 690
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 5.75, which was -2.00 lower than the previous day. The implied volatity was 20.78, the open interest changed by 75 which increased total open position to 468
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 7.75, which was -2.45 lower than the previous day. The implied volatity was 19.50, the open interest changed by 42 which increased total open position to 396
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 10.2, which was 0.90 higher than the previous day. The implied volatity was 19.83, the open interest changed by -119 which decreased total open position to 365
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 9.3, which was -3.00 lower than the previous day. The implied volatity was 20.77, the open interest changed by 57 which increased total open position to 483
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 12.3, which was -9.90 lower than the previous day. The implied volatity was 22.43, the open interest changed by 179 which increased total open position to 426
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 22.2, which was 2.60 higher than the previous day. The implied volatity was 21.90, the open interest changed by 42 which increased total open position to 247
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 19.6, which was 1.85 higher than the previous day. The implied volatity was 23.24, the open interest changed by 12 which increased total open position to 206
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 17.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 17.5, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 15.85, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 18.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 18.9, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 15.9, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 17.4, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 22.55, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 19.55, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 36.3, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 45, which was 15.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 29.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 37, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 38.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 37, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 37.1, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 29.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept HDFCBANK was trading at 1732.05. The strike last trading price was 29.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept HDFCBANK was trading at 1752.65. The strike last trading price was 29.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
